Gold
Performance Analytics (From 01/04/1971 To 04/18/2024)
Not up-to-date? Try| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | 1978 | 1977 | 1976 | 1975 | 1974 | 1973 | 1972 | 1971 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.2 | 15.3 | 18.3 | 9.8 | 12.8 | 5.8 | 6.5 | 7.9 | 12.7 | -0.8 | -4.1 | 24.8 | 17.9 | -1.9 | 12.8 | 8.0 | -10.7 | -2.2 | -28.3 | 6.6 | 9.6 | 29.3 | 24.0 | 4.9 | 30.5 | 22.5 | 17.8 | 7.9 | 27.3 | 15.7 | 1.6 | -4.1 | -3.0 | 1.1 | -21.8 | -4.8 | 2.1 | -1.1 | 14.6 | -7.3 | -4.4 | -7.7 | -2.3 | -13.9 | 24.6 | 21.5 | 0.6 | -17.6 | -12.7 | 8.3 | -30.9 | 30.3 | 119.5 | 29.5 | 19.7 | -3.9 | -24.2 | 72.1 | 67.0 | 47.0 | 12.2 |
| Sharpe Ratio | NA | 4.41 | 1.0 | 0.58 | 0.71 | 0.32 | NA | 0.16 | 0.64 | -0.14 | -0.3 | 1.25 | 1.41 | -0.33 | 1.24 | 0.48 | -0.76 | -0.15 | -1.3 | 0.43 | 0.46 | 1.75 | 1.15 | 0.12 | 1.56 | 0.8 | 1.23 | 0.29 | 0.45 | 0.38 | -0.02 | -0.18 | -0.07 | -0.06 | -0.54 | -0.26 | -0.1 | -0.18 | 0.21 | -0.3 | -0.27 | -0.18 | -0.13 | -0.39 | 0.51 | 0.21 | -0.08 | -0.47 | -0.19 | 0.0 | -0.39 | 0.09 | 0.79 | 0.26 | 0.29 | -0.08 | -0.46 | 0.34 | 0.39 | 0.56 | 0.4 |
| Draw Down(%) | NA | 3.5 | 11.3 | 21.0 | 22.0 | 22.0 | NA | 61.5 | 11.3 | 21.0 | 13.9 | 14.0 | 6.6 | 13.8 | 7.9 | 17.8 | 19.7 | 17.5 | 29.8 | 13.9 | 18.6 | 7.8 | 12.9 | 29.4 | 7.6 | 21.8 | 6.7 | 4.7 | 1.3 | 1.4 | 4.0 | 11.3 | 12.2 | 7.8 | 21.8 | 8.8 | 2.0 | 3.2 | 9.6 | 7.3 | 5.8 | 15.5 | 13.6 | 16.4 | 2.2 | 7.6 | 6.6 | 18.9 | 21.8 | 23.3 | 31.2 | 22.4 | 2.8 | 9.8 | 5.6 | 21.2 | 24.2 | 16.3 | 20.8 | 6.1 | 1.6 |
| Standard Deviation(%) | NA | 12.0 | 12.1 | 13.7 | 15.0 | 14.0 | NA | 29.5 | 13.4 | 15.3 | 13.7 | 19.5 | 11.6 | 9.7 | 9.9 | 16.1 | 14.1 | 14.9 | 21.8 | 15.2 | 20.5 | 16.7 | 20.8 | 32.6 | 17.7 | 24.1 | 12.6 | 21.8 | 54.3 | 42.5 | 40.8 | 44.8 | 90.3 | 38.7 | 46.6 | 31.3 | 16.7 | 21.4 | 60.2 | 32.2 | 30.3 | 70.6 | 62.8 | 47.0 | 40.5 | 80.8 | 57.7 | 52.1 | 96.9 | 135.0 | 105.5 | 243.4 | 142.1 | 94.0 | 54.6 | 87.6 | 61.7 | 197.7 | 160.3 | 78.3 | 29.5 |
| Treynor Ratio | NA | 0.61 | 0.14 | 0.09 | 0.13 | 0.05 | NA | 0.06 | 0.1 | -0.03 | -0.05 | 0.34 | 0.18 | -0.04 | 0.14 | 0.09 | -0.12 | -0.02 | -0.32 | 0.08 | 0.12 | 0.33 | 0.27 | 0.05 | 0.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Alpha | NA | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | NA | 0.07 | 0.0 | 0.0 | 0.01 | 0.02 | 0.01 | 0.01 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.02 | -0.01 | 0.0 | 0.03 | 0.01 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| Beta | NA | 0.86 | 0.88 | 0.86 | 0.8 | 0.84 | NA | 0.85 | 0.81 | 0.84 | 0.83 | 0.72 | 0.9 | 0.85 | 0.87 | 0.91 | 0.89 | 0.89 | 0.9 | 0.88 | 0.78 | 0.88 | 0.88 | 0.87 | 0.91 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| RSquared | NA | 0.92 | 0.93 | 0.94 | 0.9 | 0.92 | NA | 0.25 | 0.86 | 0.96 | 0.92 | 0.85 | 0.96 | 0.93 | 0.94 | 0.95 | 0.95 | 0.97 | 0.98 | 0.97 | 0.91 | 0.95 | 0.95 | 0.95 | 0.92 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/04/1971
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